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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.79%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$36.8B
AUM Growth
+$2.54B
Cap. Flow
+$503M
Cap. Flow %
1.36%
Top 10 Hldgs %
10.97%
Holding
3,915
New
199
Increased
2,306
Reduced
1,272
Closed
92

Top Buys

Rank Stock Value
1
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$78.4M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$57.3M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$38.5M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$37.7M
5
MWE
MARKWEST ENERGY PARTNERS, LP
MWE
+$35M

Top Sells

Rank Stock Value
1
FON
SPRINT CORP FON COM
FON
+$43.2M
2
IWN icon
iShares Russell 2000 Value ETF
IWN
+$37M
3
NWSA icon
News Corp Class A
NWSA
+$28.1M
4
EPB
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
+$21.9M
5
ORCL icon
Oracle
ORCL
+$14.8M

Sector Composition

Rank Sector Weight
1 Financials 14.31%
2 Technology 11.95%
3 Healthcare 11.06%
4 Energy 9.41%
5 Industrials 9.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALG icon
2651
Alamo Group
ALG
$2B
$630K ﹤0.01%
12,884
-800
-6% -$36K
IMPV
2652
DELISTED
Imperva, Inc.
IMPV
$630K ﹤0.01%
14,984
+2,025
+16% +$96.4K
AVG
2653
DELISTED
AVG Technologies N.V.
AVG
$627K ﹤0.01%
+26,175
New +$583K
GSF.CL
2654
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
$627K ﹤0.01%
25,736
+2,306
+10% +$56.9K
NWPX icon
2655
NWPX Infrastructure Inc
NWPX
$1.24B
$626K ﹤0.01%
19,053
+1,275
+7% +$38K
UFI icon
2656
UNIFI
UFI
$121M
$624K ﹤0.01%
26,708
-4,376
-14% -$100K
GSIG
2657
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$624K ﹤0.01%
65,409
+6,040
+10% +$52.4K
MCGC
2658
DELISTED
MCG CAP CORP
MCGC
$624K ﹤0.01%
123,749
-53,221
-30% -$274K
PLOW icon
2659
Douglas Dynamics
PLOW
$1.04B
$623K ﹤0.01%
42,295
+15,902
+60% +$232K
RTEC
2660
DELISTED
Rudolph Technologies Inc
RTEC
$622K ﹤0.01%
54,534
-10,541
-16% -$121K
TI
2661
DELISTED
Telecom Italia
TI
$622K ﹤0.01%
76,328
-31,163
-29% -$221K
AT
2662
DELISTED
Atlantic Power Corporation
AT
$621K ﹤0.01%
144,190
+13,987
+11% +$58.3K
EXAR
2663
DELISTED
Exar Corporation
EXAR
$621K ﹤0.01%
46,272
+908
+2% +$11.5K
SKH
2664
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
$621K ﹤0.01%
142,531
+28,948
+25% +$157K
AH
2665
DELISTED
Accretive Health
AH
$621K ﹤0.01%
68,130
-1,627
-2% -$16.2K
SYMM
2666
DELISTED
SYMMETRICOM INC
SYMM
$621K ﹤0.01%
128,786
+3,208
+3% +$15.6K
AGM icon
2667
Federal Agricultural Mortgage
AGM
$2.27B
$620K ﹤0.01%
18,576
-274
-1% -$8.91K
PFC
2668
DELISTED
Premier Financial Corp. Common Stock
PFC
$618K ﹤0.01%
52,840
+5,556
+12% +$72.2K
LIOX
2669
DELISTED
Lionbridge Technologies
LIOX
$618K ﹤0.01%
167,397
+124
+0.1% +$428
HWCC
2670
DELISTED
Houston Wire & Cable Company
HWCC
$617K ﹤0.01%
45,900
+239
+0.5% +$3.28K
PDFS icon
2671
PDF Solutions
PDFS
$2B
$614K ﹤0.01%
+28,914
New +$595K
YORW icon
2672
York Water
YORW
$502M
$614K ﹤0.01%
30,597
-19,880
-39% -$407K
ARDNA
2673
DELISTED
ARDEN GROUP INC CL-A
ARDNA
$614K ﹤0.01%
4,722
+65
+1% +$8.45K
WNEB icon
2674
Western New England Bancorp
WNEB
$290M
$613K ﹤0.01%
86,794
+8,062
+10% +$56.6K
SBY
2675
DELISTED
Silver Bay Realty Trust Corp.
SBY
$613K ﹤0.01%
39,121
+10,671
+38% +$172K
105 106
107
108 109

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q3 2013 Portfolio in Review

As of Q3 2013, Parametric Portfolio Associates held 3,915 positions worth $36.8B, up 7.4% from $34.3B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Parametric Portfolio Associates's Q3 2013 filing shows 199 new, 2,306 increased, 1,272 reduced and 92 closed positions. Its largest new stake was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M. The largest sale was SPRINT CORP FON COM, an estimated $43.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2013, an estimated $57.3M increase.
  • Parametric Portfolio Associates's biggest Q3 2013 reduction was iShares Russell 2000 Value ETF, cutting an estimated $37M.
  • Parametric Portfolio Associates fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $43.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 11% of its $36.8B portfolio in Q3 2013.
  • Parametric Portfolio Associates opened 199 new positions and closed 92 in Q3 2013.
  • Parametric Portfolio Associates's portfolio value rose 7.4% quarter-over-quarter to $36.8B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2013, filed 18 Oct 2013.